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~isPartOf:"Journal of financial economics"
~person:"Audrino, Francesco"
~person:"Joslin, Scott"
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Audrino, Francesco
Joslin, Scott
Longstaff, Francis A.
4
Bai, Jennie
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Journal of financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
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2
Monetary policy regimes : implications for the yield curve and bond pricing
Filipova, Kameliya
;
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
Saved in:
3
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
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